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Global Asset Classes, ranked by Standard Deviation

for period ending April 30, 2023
 
Use the table below to compare the performance of all the portfolios in this peer group. You may sort by any column by clicking on the column headings in the gray row.
   Standard Deviation Total Return, annualized
Ingredient NameIDCategory1 year3 year5 year7 year10 year15 year 1 year3 year5 year7 year10 year15 year
  Group average17.0%15.9%15.9%14.4%13.2%15.4% -1.6%6.2%2.8%4.1%3.5%3.7%
 
ACWI (Global)ACWIInt'l Equity: Core22.0%19.4%19.1%16.9%15.6%18.6% 2.7%12.3%7.2%9.4%8.0%5.7%
U.S. Total Bond MarketAGGFixed Income: Aggregate8.9%6.1%5.6%5.0%4.5%4.6% -0.3%-3.1%1.2%0.9%1.3%2.6%
Alerian US MLPAMLPEquity: MLP32.5%34.5%45.9%38.1%32.4%  11.3%26.2%3.8%2.1%-0.1% 
T-Bill 1-3 MonthBILFixed Income: Cash-like0.5%0.4%0.4%0.4%0.3%0.3% 2.5%0.8%1.3%1.1%0.7%0.5%
U.S. Total Bond MarketBNDFixed Income: Aggregate8.6%6.0%5.7%5.1%4.6%4.6% -0.4%-3.2%1.2%0.9%1.3%2.7%
CHN PRC RenminbiCYBCurrency: CHN Renminbi7.8%6.4%5.9%5.7%5.2%  -1.8%3.1%0.6%1.7%1.2% 
AgricultureDBACommodities8.5%11.4%11.7%10.9%11.2%14.6% -4.6%15.4%2.3%0.4%-1.9%-3.3%
Industrial MetalsDBBCommodities24.3%26.0%20.6%20.2%18.2%22.0% -18.6%15.7%1.1%5.8%1.6%-1.5%
OilDBOCommodities16.9%42.1%37.3%33.8%29.9%30.4% -16.5%38.9%5.0%8.4%-5.2%-6.6%
iShares MSCIEEMEquity: Emerging Mkts23.5%19.3%19.3%18.6%17.8%22.7% -5.5%4.2%-1.4%4.0%1.1%0.6%
Intl Dev CoreEFAInt'l Equity: Lg Cap26.3%20.6%18.9%16.9%15.9%19.4% 10.1%12.2%3.8%6.4%4.7%2.8%
iSh EAFE GrowthEFGInt'l Equity: Lg Cap Gro29.1%22.0%19.5%17.4%16.2%19.2% 9.9%9.4%5.0%7.0%5.6%3.5%
iSh EAFE ValueEFVInt'l Equity: Lg Cap Val25.1%21.7%20.2%18.2%17.0%20.6% 9.8%14.2%1.8%5.1%3.3%1.6%
iShares EmergEMBFixed Income: Aggregate15.3%12.2%12.5%11.2%10.2%12.8% -1.3%-1.1%-0.4%0.8%1.1%3.7%
Emerg Mkt Hi YldEMHYFixed Income15.4%12.5%13.4%11.8%11.1%  -1.8%1.8%-0.4%1.3%1.4% 
iSh MSCI Frontier 100FMInt'l Equity: Frontier17.4%17.1%18.7%18.1%   -17.6%6.5%-2.5%2.9%  
AUStraliaFXACurrency: AUS Dollar11.2%11.1%10.4%10.1%10.1%13.2% -6.4%0.2%-2.5%-1.7%-3.8%-0.8%
GBP UK PoundFXBCurrency: GBP Pound10.3%8.8%8.2%8.6%8.2%9.0% 0.6%-0.1%-1.9%-2.3%-2.3%-3.1%
CAN Canada DollarFXCCurrency: CAN Dollar6.6%6.4%6.3%6.8%7.5%9.0% -4.6%0.9%-0.9%-1.0%-2.9%-1.8%
EUR EuroFXECurrency: EUR Euro9.3%7.8%6.6%6.7%7.1%9.5% 4.2%-0.5%-2.6%-1.3%-2.4%-2.6%
CHF Swiss FrancFXFCurrency: CHF Franc8.9%8.0%7.0%7.0%7.6%10.3% 8.1%1.6%1.0%-0.1%-0.6%0.3%
JPY Japan YenFXYCurrency: JPY Yen13.2%9.1%7.9%8.6%8.7%9.4% -5.3%-8.2%-4.9%-4.0%-3.8%-2.2%
Muni Hi YieldHYDFixed Income11.4%9.3%12.0%11.0%10.1%  -3.5%1.4%-0.2%0.8%1.7% 
US Treas 7-10yrIEFFixed Income10.1%7.0%7.2%6.6%6.4%6.9% -1.1%-5.2%1.2%0.3%0.9%3.0%
US Corp Med 5-10yIGIBFixed Income11.3%8.0%8.3%7.1%6.1%6.1% 1.7%-1.2%2.5%1.9%2.0%3.3%
Intl TreasIGOVFixed Income15.1%10.9%9.1%8.8%8.2%  -5.8%-6.6%-4.1%-2.6%-1.9% 
MktVectors Intl Hi YieldIHYFixed Income14.5%11.5%11.3%10.0%9.5%  1.8%2.1%0.3%2.2%1.9% 
MktVectors Intermed MuniITMFixed Income9.6%7.7%6.9%6.5%6.1%6.3% 3.4%0.6%1.7%1.2%1.8%3.3%
US Large CoreIWBU.S. Equity: Lg / Mid21.9%20.7%21.1%18.4%16.8%18.2% 1.6%14.1%10.9%12.2%11.8%9.6%
iSh RussellIWCU.S. Equity: Micro Cap22.3%27.0%27.3%25.0%23.0%24.8% -10.9%10.6%1.9%6.6%6.9%6.5%
iSh Russ 1000 ValIWDU.S. Equity: Lg Cap Val20.9%19.2%20.4%17.9%16.4%18.2% 1.1%14.2%7.6%8.7%8.9%7.3%
iSh Russ 1000 GroIWFU.S. Equity: Lg Cap Gro25.1%24.8%24.1%21.0%18.9%19.5% 2.2%13.4%13.6%15.1%14.3%11.6%
iSh Russ 2000IWMU.S. Equity: Sm Cap24.1%24.5%25.6%23.2%21.3%23.2% -3.7%11.8%4.0%8.0%7.9%7.7%
iSh Russ 2000 ValIWNU.S. Equity: Sm Cap Val25.2%25.9%26.5%24.1%21.8%23.6% -8.2%15.2%3.4%7.0%6.8%6.7%
iSh Russell 2000IWOU.S. Equity: Sm Cap Gro23.1%24.8%26.1%23.5%22.0%23.7% 0.7%7.7%3.9%8.4%8.5%8.3%
iSh US Mid GrowthIWPU.S. Equity: Mid Cap Gro23.7%23.7%24.4%21.4%19.3%21.3% 1.6%9.1%8.8%10.8%10.6%9.3%
iSh US Mid CoreIWRU.S. Equity: Mid Cap23.0%21.6%23.1%20.1%18.3%20.6% -1.8%13.6%7.8%9.5%9.7%8.8%
iSh US Mid ValueIWSU.S. Equity: Mid Cap Val23.3%21.7%23.5%20.4%18.5%21.1% -3.6%15.5%6.2%7.8%8.5%8.1%
iSh Russell 3000IWVU.S. Equity: Lg Cap22.0%20.8%21.3%18.6%17.0%18.5% 1.3%13.9%10.4%11.9%11.5%9.5%
iShares Real EstateIYRU.S. Real Estate20.7%21.0%21.5%18.9%17.9%24.4% -15.0%6.7%5.3%4.7%4.9%5.3%
US Hi YieldJNKFixed Income13.8%10.1%10.3%8.9%8.3%12.7% -0.3%2.6%2.1%3.4%2.4%4.4%
US Mort BackedMBBFixed Income9.8%6.1%5.2%4.6%4.1%3.8% -1.0%-3.4%0.3%0.2%0.8%2.2%
PwrSh Emerg Mkt Sov DebtPCYFixed Income: Aggregate21.7%16.1%15.6%13.8%12.5%15.1% 1.1%-2.6%-1.8%-0.5%0.3%3.4%
PowerShares QQQQQQU.S. Equity: Lg Cap Gro28.8%27.1%25.9%23.2%21.2%22.2% 3.8%14.5%15.7%18.2%17.5%14.7%
Intl Dev Sm CapSCZInt'l Equity: Small Cap24.4%21.3%20.5%18.7%17.4%21.2% 0.5%9.8%1.1%5.5%5.6%4.4%
iSh Treas 1-3ySHYFixed Income: Short-Term2.7%1.8%1.8%1.6%1.4%1.3% 0.9%-0.9%1.1%0.7%0.7%1.1%
S&P 500SPYU.S. Equity: Lg Cap22.3%20.6%20.8%18.2%16.6%17.9% 2.7%14.5%11.4%12.5%12.1%9.7%
US Inflation ProtTIPFixed Income9.8%7.0%6.2%5.4%5.4%6.2% -4.1%0.7%2.8%2.3%1.3%2.9%
iShares Treas 20y+ TLTFixed Income: Long-Term16.2%12.8%14.9%13.6%13.3%15.2% -8.5%-12.3%-0.1%-0.6%0.9%3.7%
USD US Dollar indxUUPCurrency: USD index8.8%7.4%6.5%6.5%6.7%8.2% 1.5%1.5%3.4%2.5%2.6%1.6%
Vanguard Real EstateVNQU.S. Real Estate20.8%21.4%21.5%19.1%18.4%25.5% -16.5%6.8%5.7%4.3%5.1%5.9%